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Record W3032483209 · doi:10.1214/19-aos1836

Inference for Archimax copulas

2020· article· en· W3032483209 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueThe Annals of Statistics · 2020
Typearticle
Languageen
FieldEnvironmental Science
TopicHydrology and Drought Analysis
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of CanadaUniversité de LyonAgence Nationale de la Recherche
KeywordsTail dependenceCopula (linguistics)EstimatorNonparametric statisticsMaximaMathematicsInferenceParametric statisticsExtreme value theoryApplied mathematicsEconometricsStatistical physicsStatisticsComputer sciencePhysics

Abstract

fetched live from OpenAlex

Archimax copula models can account for any type of asymptotic dependence between extremes and at the same time capture joint risks at medium levels. An Archimax copula is characterized by two functional parameters: the stable tail dependence function $\ell $, and the Archimedean generator $\psi $ which distorts the extreme-value dependence structure. This article develops semiparametric inference for Archimax copulas: a nonparametric estimator of $\ell $ and a moment-based estimator of $\psi $ assuming the latter belongs to a parametric family. Conditions under which $\psi $ and $\ell $ are identifiable are derived. The asymptotic behavior of the estimators is then established under broad regularity conditions; performance in small samples is assessed through a comprehensive simulation study. The Archimax copula model with the Clayton generator is then used to analyze monthly rainfall maxima at three stations in French Brittany. The model is seen to fit the data very well, both in the lower and in the upper tail. The nonparametric estimator of $\ell $ reveals asymmetric extremal dependence between the stations, which reflects heavy precipitation patterns in the area. Technical proofs, simulation results and $\mathsf{R}$ code are provided in the Online Supplement.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.810
Threshold uncertainty score0.766

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.099
GPT teacher head0.344
Teacher spread0.245 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it